Download MS Word document from Sharepoint as .PDF

Hi

I'm able download a .docx file from a folder in Sharepoint as a .docx file.  Is there a way that during the download process I can convert it to a .PDF?

It looks like Onedrive has this capability, but when I try it I get a Bad request for url.  Not sure this is even possible.  Anyone done this before?

Thanks,
Grant